S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1987
Day Change Summary
Previous Current
02-Sep-1987 03-Sep-1987 Change Change % Previous Week
Open 323.40 321.68 -1.72 -0.5% 335.90
High 324.53 324.29 -0.24 -0.1% 337.89
Low 318.76 317.39 -1.37 -0.4% 327.03
Close 321.68 320.21 -1.47 -0.5% 327.04
Range 5.77 6.90 1.13 19.6% 10.86
ATR 4.19 4.38 0.19 4.6% 0.00
Volume
Daily Pivots for day following 03-Sep-1987
Classic Woodie Camarilla DeMark
R4 341.33 337.67 324.01
R3 334.43 330.77 322.11
R2 327.53 327.53 321.48
R1 323.87 323.87 320.84 322.25
PP 320.63 320.63 320.63 319.82
S1 316.97 316.97 319.58 315.35
S2 313.73 313.73 318.95
S3 306.83 310.07 318.31
S4 299.93 303.17 316.42
Weekly Pivots for week ending 28-Aug-1987
Classic Woodie Camarilla DeMark
R4 363.23 356.00 333.01
R3 352.37 345.14 330.03
R2 341.51 341.51 329.03
R1 334.28 334.28 328.04 332.47
PP 330.65 330.65 330.65 329.75
S1 323.42 323.42 326.04 321.61
S2 319.79 319.79 325.05
S3 308.93 312.56 324.05
S4 298.07 301.70 321.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.18 317.39 14.79 4.6% 5.89 1.8% 19% False True
10 337.89 317.39 20.50 6.4% 4.65 1.5% 14% False True
20 337.89 317.39 20.50 6.4% 4.46 1.4% 14% False True
40 337.89 305.49 32.40 10.1% 3.69 1.2% 45% False False
60 337.89 296.04 41.85 13.1% 3.54 1.1% 58% False False
80 337.89 277.01 60.88 19.0% 3.71 1.2% 71% False False
100 337.89 275.67 62.22 19.4% 4.03 1.3% 72% False False
120 337.89 275.67 62.22 19.4% 4.09 1.3% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 353.62
2.618 342.35
1.618 335.45
1.000 331.19
0.618 328.55
HIGH 324.29
0.618 321.65
0.500 320.84
0.382 320.03
LOW 317.39
0.618 313.13
1.000 310.49
1.618 306.23
2.618 299.33
4.250 288.07
Fisher Pivots for day following 03-Sep-1987
Pivot 1 day 3 day
R1 320.84 324.79
PP 320.63 323.26
S1 320.42 321.74

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These figures are updated between 7pm and 10pm EST after a trading day.

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